+33.0%
CCL vs JEPQ
+94.2%
-61.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | +1.4% | -1.6% | -2.7% |
| 30D | -20.0% | +1.3% | -21.3% | -21.9% |
| 3M | -13.7% | +3.8% | -17.5% | -19.9% |
| 6M | -9.0% | +12.2% | -21.2% | -26.5% |
| YTD | -22.8% | +11.6% | -34.4% | -37.0% |
| 1Y | -25.3% | +19.9% | -45.2% | -47.0% |
| 3Y | +54.1% | +71.9% | -17.8% | -47.2% |
| All | +33.0% | +94.2% | -61.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JEPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling